+195.2%
WEC vs TYL
+183.3%
+11.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | +11.0% | +22.1% | -11.1% | +7.8% |
| 3M | +8.6% | +33.4% | -24.7% | +4.0% |
| 6M | +6.2% | +36.8% | -30.6% | +0.9% |
| YTD | +14.3% | -6.7% | +21.0% | +14.6% |
| 1Y | +8.4% | -9.2% | +17.6% | +9.2% |
| 3Y | +62.9% | +1.2% | +61.7% | +58.7% |
| 5Y | +55.8% | -23.0% | +78.8% | +56.8% |
| All | +195.2% | +183.3% | +11.9% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling